English
Related papers

Related papers: Sparse Estimation with Generalized Beta Mixture an…

200 papers

In various applications, we deal with high-dimensional positive-valued data that often exhibits sparsity. This paper develops a new class of continuous global-local shrinkage priors tailored to analyzing gamma-distributed observations where…

Methodology · Statistics 2023-11-08 Yasuyuki Hamura , Takahiro Onizuka , Shintaro Hashimoto , Shonosuke Sugasawa

We study the problem of downlink channel estimation in multi-user massive multiple input multiple output (MIMO) systems. To this end, we consider a Bayesian compressive sensing approach in which the clustered sparse structure of the channel…

Information Theory · Computer Science 2021-06-08 Mohammed Rashid , Mort Naraghi-Pour

This paper proposes a CS scheme that exploits the representational power of restricted Boltzmann machines and deep learning architectures to model the prior distribution of the sparsity pattern of signals belonging to the same class. The…

Machine Learning · Computer Science 2017-08-02 Luisa F. Polania , Kenneth E. Barner

In this paper, we present an algorithm for the sparse signal recovery problem that incorporates damped Gaussian generalized approximate message passing (GGAMP) into Expectation-Maximization (EM)-based sparse Bayesian learning (SBL). In…

Machine Learning · Computer Science 2018-02-14 Maher Al-Shoukairi , Philip Schniter , Bhaskar D. Rao

In this paper, we develop a Bayesian evidence maximization framework to solve the sparse non-negative least squares (S-NNLS) problem. We introduce a family of probability densities referred to as the Rectified Gaussian Scale Mixture (R-…

Machine Learning · Computer Science 2018-03-29 Alican Nalci , Igor Fedorov , Maher Al-Shoukairi , Thomas T. Liu , Bhaskar D. Rao

We develop a novel full-Bayesian approach for multiple correlated precision matrices, called multiple Graphical Horseshoe (mGHS). The proposed approach relies on a novel multivariate shrinkage prior based on the Horseshoe prior that borrows…

Methodology · Statistics 2023-02-14 Claudio Busatto , Francesco Claudio Stingo

Bayesian model selection, with precedents in George and McCulloch (1993) and Abramovich et al. (1998), support credibility measures that relate model uncertainty, but computation can be costly when sparse priors are approximate. We design…

Computation · Statistics 2023-03-13 Alan Lenarcic , William Valdar

In this paper, we study joint antenna activity detection, channel estimation, and multiuser detection for massive multiple-input multiple-output (MIMO) systems with general spatial modulation (GSM). We first establish a double-sparsity…

Information Theory · Computer Science 2019-10-28 Xiaoyan Kuai , Xiaojun Yuan , Wenjing Yan , Hang Liu , Ying Jun , Zhang

We consider a Bayesian framework for estimating a high-dimensional sparse precision matrix, in which adaptive shrinkage and sparsity are induced by a mixture of Laplace priors. Besides discussing our formulation from the Bayesian…

Machine Learning · Statistics 2018-05-22 Lingrui Gan , Naveen N. Narisetty , Feng Liang

Bayesian variable selection methods are powerful techniques for fitting and inferring on sparse high-dimensional linear regression models. However, many are computationally intensive or require restrictive prior distributions on model…

Methodology · Statistics 2023-10-10 Alexander C. McLain , Anja Zgodic , Howard Bondell

The horseshoe prior is frequently employed in Bayesian analysis of high-dimensional models, and has been shown to achieve minimax optimal risk properties when the truth is sparse. While optimization-based algorithms for the extremely…

Computation · Statistics 2018-10-16 James E. Johndrow , Paulo Orenstein , Anirban Bhattacharya

Bayesian predictive inference provides a coherent description of entire predictive uncertainty through predictive distributions. We examine several widely used sparsity priors from the predictive (as opposed to estimation) inference…

Statistics Theory · Mathematics 2024-06-03 Veronika Rockova

In recent years, inconsistency in Bayesian deep learning has attracted significant attention. Tempered or generalized posterior distributions are frequently employed as direct and effective solutions. Nonetheless, the underlying mechanisms…

Machine Learning · Computer Science 2025-09-23 Yinsong Chen , Samson S. Yu , Zhong Li , Chee Peng Lim

Expectation Maximization (EM) is the standard method to learn Gaussian mixtures. Yet its classic, centralized form is often infeasible, due to privacy concerns and computational and communication bottlenecks. Prior work dealt with data…

Machine Learning · Computer Science 2022-01-26 Pedro Valdeira , Cláudia Soares , João Xavier

This research introduces a novel methodology for optimizing Bayesian Neural Networks (BNNs) by synergistically integrating them with traditional machine learning algorithms such as Random Forests (RF), Gradient Boosting (GB), and Support…

Machine Learning · Computer Science 2023-10-10 Peiwen Tan

In this paper, we propose a model's sparse representation based on reduced mixed generalized multiscale finite element (GMsFE) basis methods for elliptic PDEs with random inputs. Mixed generalized multiscale finite element method (GMsFEM)…

Numerical Analysis · Mathematics 2017-04-05 Lijian Jiang , Qiuqi Li

We introduce GRASP, a simple Bayesian framework for regression with grouped predictors, built on the normal beta prime (NBP) prior. The NBP prior is an adaptive generalization of the horseshoe prior with tunable hyperparameters that control…

Methodology · Statistics 2025-06-24 Shu Yu Tew , Daniel F. Schmidt , Mario Boley

We study the well-known problem of estimating a sparse $n$-dimensional unknown mean vector $\theta = (\theta_1, ..., \theta_n)$ with entries corrupted by Gaussian white noise. In the Bayesian framework, continuous shrinkage priors which can…

Statistics Theory · Mathematics 2018-07-10 Ray Bai , Malay Ghosh

Network complexity and computational efficiency have become increasingly significant aspects of deep learning. Sparse deep learning addresses these challenges by recovering a sparse representation of the underlying target function by…

Machine Learning · Statistics 2024-08-22 Sanket Jantre , Shrijita Bhattacharya , Tapabrata Maiti

The beam squint effect, which manifests in different steering matrices in different sub-bands, has been widely considered a challenge in millimeter wave (mmWave) multiinput multi-output (MIMO) channel estimation. Existing methods either…

Signal Processing · Electrical Eng. & Systems 2023-06-21 Le Xu , Lei Cheng , Ngai Wong , Yik-Chung Wu , H. Vincent Poor